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comment Custom numbered paragraphs gives odd page breaks
I don't think it is a robust decision to use marginal notes for paragraph numbering. As Michael mentioned, those are floating but you don't want your paragraph numbers to float. They should be exactly where the paragraph started. You may also run into some "too many unprocessed floats" errors. Finally, if you start using marginal notes as textual elements of your document, everything will break up completely. So I think the \makebox solution is much safer and better.
comment Removing a backslash from a character sequence
Thanks for also answering my second question (without me asking it, of course) concerning the trailing space token. To keep things simple, I now went for \if#1\@backslashchar and replaced \detokenize with \string.
comment Multiple documents, multiple table of contents, in one file
LaTeX way of creating a table of contents is to write a line for each TOC entry into a file named \jobname.toc. (I.e. every time a \section or so is encountered.) The \tableofcontents macro basically (via the \@starttoc macro) reads in that file and clears it afterwards. Therefore, you can't "abuse" the \tableofcontents for your purpose.
comment Another body text in the margin
The main text can have notes via one of the ways pointed out above. The bigfoot package allows to have nested footnotes (i.e. footnotes in the "squeezed" text) if I remember correctly. But I don't think that there is a way to allow objects to float inside a footnote. Non-floating figures and tables are certainly possible.